Anic Equity¶

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Total return since start: 0.552 %¶

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Equity now: -----------------------------> 47422.7 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46027.85 Kr¶

PnL: ---------------------------------------> -860.72 Kr¶

DD now: ---------------------------------> -2.482 %¶

Anic Portfolio¶

Today¶

Return: -0.94 %¶

This Week¶

Return: -1.527 %¶

Total¶

Return: 55.25 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Beijer Electronics Group 26 -2.730000 3151.200000 180.200000 6.070000 2971.000006
HEBA B 70 -2.880000 2716.000000 80.000000 3.030000 2636.000010
Samhällsbyggnadsbo. i Norden B 20 -0.190000 424.600000 69.600000 19.610000 355.000000
Corem Property Group B 59 -3.680000 633.660000 56.660000 9.820000 576.999999
HMS Networks 2 -1.060000 708.000000 35.000000 5.200000 673.000000
FM Mattsson Mora Group B 50 1.720000 2950.000000 23.000000 0.790000 2927.000000
Coor Service Management Hold. 8 0.810000 548.800000 16.800000 3.160000 532.000000
Eastnine 4 -0.630000 506.400000 15.400000 3.140000 491.000000
Midsona B 63 -1.250000 597.240000 14.240000 2.440000 582.999984
Samhällsbyggnadsbo. i Norden D 12 1.500000 259.440000 13.440000 5.460000 246.000000
OEM International B 7 -1.660000 539.700000 11.700000 2.220000 527.999997
Resurs Holding 22 0.300000 585.420000 11.420000 1.990000 573.999998
Norva24 Group 16 -4.280000 551.360000 8.360000 1.540000 543.000000
Intrum 4 -0.670000 532.400000 5.400000 1.020000 527.000000
Karnov Group 9 1.860000 540.900000 4.900000 0.910000 536.000004
MedCap 2 -1.160000 425.000000 4.000000 0.950000 421.000000
AcadeMedia 12 0.650000 558.480000 1.480000 0.270000 557.000004
Essity B 2 -0.830000 575.200000 1.200000 0.210000 574.000000
Essity A 4 0.000000 1150.000000 1.000000 0.090000 1149.000000
Handelsbanken A 5 -1.890000 546.500000 0.500000 0.090000 546.000000
Creaspac SPAC 6 0.000000 577.200000 0.200000 0.030000 577.000002
Swedbank A 3 -1.760000 560.100000 -3.900000 -0.690000 564.000000
Nordea Bank Abp 29 -1.210000 3448.680000 -5.320000 -0.150000 3453.999992
Securitas B 6 -0.970000 561.480000 -8.520000 -1.490000 570.000000
Fastighetsbolag. Emilshus Pref 21 -5.050000 552.300000 -9.700000 -1.730000 562.000005
Boozt 12 0.370000 1636.800000 -17.200000 -1.040000 1653.999996
CTEK 13 -0.300000 511.550000 -22.450000 -4.200000 533.999999
Vivesto 1368 0.200000 554.590000 -58.410000 -9.530000 612.999432
International Petroleum Corp. 5 1.460000 520.000000 -74.570000 -12.540000 594.565215
Sampo Oyj SDB 7 -0.560000 3755.500000 -94.500000 -2.450000 3850.000000
SAAB B 8 -0.750000 3275.200000 -101.800000 -3.010000 3377.000000
OX2 18 -0.930000 1530.000000 -134.000000 -8.050000 1663.999992
Axfood 13 -0.110000 3575.000000 -181.000000 -4.820000 3756.000001
Fasadgruppen Group 35 -1.570000 3500.000000 -311.000000 -8.160000 3810.999990
Ovzon 52 -1.890000 2969.200000 -392.800000 -11.680000 3361.999992
TOTAL 46027.900000 -860.670000 -2.4823% 46888.564618

Updated:¶

'2023-01-13 15:29:33.536328'
None

Last optimization/rebalancing:¶

'2022-12-04'

Next optimization/rebalancing:¶

'2023-01-13'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶